LAN property for an ergodic diffusion with jumps (Q5280372)

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scientific article; zbMATH DE number 6750741
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LAN property for an ergodic diffusion with jumps
scientific article; zbMATH DE number 6750741

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    LAN property for an ergodic diffusion with jumps (English)
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    20 July 2017
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    jump-diffusion process
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    local asymptotic normality
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    asymptotic efficiency
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    Malliavin calculus
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    Brownian motion
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    Poisson random measure
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